Suppose you have \(K\) multivariate Gaussian distributions, each of dimensionality \(N\). It turns out that the product of these distributions, after normalization, is also multivariate Gaussian. What is the algorithmic complexity to compute this product?

## Computing the product of Gaussian distributions

## Computing the product of Gaussian…

## Computing the product of Gaussian distributions

Suppose you have \(K\) multivariate Gaussian distributions, each of dimensionality \(N\). It turns out that the product of these distributions, after normalization, is also multivariate Gaussian. What is the algorithmic complexity to compute this product?